+269.4%
CDW vs EFV
+162.1%
+107.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -0.7% |
| 7D | -4.2% | -0.5% | -3.7% | -3.7% |
| 30D | +4.9% | 0.0% | +4.8% | +4.9% |
| 3M | +7.3% | +8.4% | -1.1% | -0.5% |
| 6M | +19.2% | +12.3% | +6.8% | +5.7% |
| YTD | +6.2% | +17.4% | -11.2% | -10.0% |
| 1Y | -14.0% | +27.1% | -41.1% | -32.4% |
| 3Y | -30.0% | +90.7% | -120.7% | -63.0% |
| 5Y | -23.6% | +95.6% | -119.2% | -60.9% |
| 10Y | +269.4% | +165.3% | +104.1% | +43.4% |
| All | +269.4% | +162.1% | +107.3% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EFV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling